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Fills

CHANNEL
wss://futures.kraken.com/ws/v1
fills

This subscription feed publishes fills information.

Request​

MESSAGE BODY

event string required
subscribe or unsubscribe
feed string required
The requested subscription feed fills
product_ids list
Optionally, the `product_ids` field can be used to subscribe only to specific product.
api_key string required
The user api key
original_challenge string required
The message that is received from a challenge request
signed_challenge string required
The signed challenge message with user api secret

Response Success​

MESSAGE BODY

event string
The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string
The requested subscription feed fills
product_ids list
List of product identifiers to subscribe for. Other products are ignored.
api_key string
The user api key
original_challenge string
The message that is received from a challenge request
signed_challenge string
The signed challenge message with user api secret

Response Snapshot & Delta​

MESSAGE BODY

feed string
The subscribed feed
account string
The user account.
fills list of structures
A list containing fill elements of the user account.
instrument string
The fill instrument (referred also as symbol or product_id).
time positive integer
The server UTC date and time in milliseconds.
price positive float
The price at which the order was filled.
seq positive integer
The subscription message sequence number.
buy boolean
A flag that shows if filled order was a buy.
qty positive float
The quantity that was filled.
remaining_order_qty positive float
he remaining unfilled quantity in the order.
order_id UUID
The order id that was filled.
cli_ord_id UUID
The unique client order identifier. This field is returned only if the order has a client order id.
fill_id UUID
The fill id.
fill_type string
The classification of the fill:
maker if the user has a limit order that gets filled,
taker if the user makes an execution that crosses the spread,
liquidation if an execution is the result of a liquidation,
assignee if an execution is a result of a counterparty receiving an Assignment in PAS,
assignor if an execution is a result of the user assigning their position due to a failed liquidation,
unwindBankrupt any portion of a liquidated position cannot be filled or assigned, the remaining contracts are unwound.
unwindCounterparty any portion of your counterparty's position is liquidated and cannot be filled or assigned the remaining contracts are unwound. More information on our Equity Protection Process.
takerAfterEdit if the user edits the order and it is instantly executed.
fee_paid positive float
Fee paid on fill.
fee_currency string
Currency in which the fee was charged. See "Currencies" on Ticker Symbols.
taker_order_type string
The order type.
order_type string
The absolute funding rate.

Response Error​

MESSAGE BODY

event string
Always error
message string
An error message out of:
Invalid feed
Json Error